| 1 |
Mean-Expectile Portfolio Selection
Lin HC, Saunders D, Weng CG
Applied Mathematics and Optimization, 83(3), 1585, 2021 |
| 2 |
Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps
Yao HX, Lai YZ, Hao ZF
Automatica, 49(11), 3258, 2013 |
| 3 |
Mean-risk efficient portfolio analysis of demand response and supply resources
Deng SJ, Xu L
Energy, 34(10), 1523, 2009 |
| 4 |
Optimal investment portfolio in renewable energy: The Spanish case
Munoz JI, de la Nieta AAS, Contreras J, Bernal-Agustin JL
Energy Policy, 37(12), 5273, 2009 |
| 5 |
Impact of tactical and operational policies in the selection of a new product portfolio
Zapata JC, Varma VA, Reklaitis GV
Computers & Chemical Engineering, 32(1-2), 307, 2008 |
| 6 |
Integrated approach to improving the value potential of biopharmaceutical R&D portfolios while mitigating risk
Rajapakse A, Titchener-Hooker NJ, Farid SS
Journal of Chemical Technology and Biotechnology, 81(10), 1705, 2006 |
| 7 |
Constrained stochastic LQ control with random coefficients, and application to portfolio selection
Hu Y, Zhou XY
SIAM Journal on Control and Optimization, 44(2), 444, 2005 |
| 8 |
Markowitz's mean-variance portfolio selection with regime switching: A continuous-time model
Zhou XY, Yin G
SIAM Journal on Control and Optimization, 42(4), 1466, 2003 |
| 9 |
Dynamic mean-variance portfolio selection with no-shorting constraints
Li X, Zhou XY, Lim AEB
SIAM Journal on Control and Optimization, 40(5), 1540, 2002 |
| 10 |
Continuous-time mean-variance portfolio selection: A stochastic LQ framework
Zhou XY, Li D
Applied Mathematics and Optimization, 42(1), 19, 2000 |
